+136.4%
PH vs VALE
+4.4%
+131.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.7% |
| 7D | +2.1% | +5.5% | -3.3% | +0.7% |
| 30D | +0.3% | -15.0% | +15.2% | +4.5% |
| 3M | -8.8% | -20.0% | +11.2% | -3.6% |
| 6M | +10.0% | -28.4% | +38.4% | +19.6% |
| YTD | +10.5% | -8.6% | +19.1% | +10.9% |
| 1Y | +15.5% | +2.0% | +13.6% | +12.0% |
| All | +136.4% | +4.4% | +131.9% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling